0.22Open0.58Pre Close1.13K Volume5.78K Open Interest52.00Strike Price88.39KTurnover33.06%IV0.47%PremiumSep 13, 2024Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6535Delta0.2560Gamma55.56Leverage Ratio-0.1058Theta-0.0022Rho-36.30Eff Leverage0.0162Vega